+3,076.9%
FTAI vs RIO
+608.6%
+2,468.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | -5.2% | -3.2% | -2.0% | -3.9% |
| 30D | -17.9% | +0.9% | -18.8% | -18.2% |
| 3M | -22.7% | -1.4% | -21.3% | -22.4% |
| 6M | -28.0% | +10.9% | -39.0% | -30.6% |
| YTD | -5.0% | +31.2% | -36.2% | -14.3% |
| 1Y | +10.4% | +67.9% | -57.5% | -9.5% |
| 3Y | +425.2% | +88.8% | +336.4% | +304.9% |
| 5Y | +890.3% | +93.1% | +797.2% | +634.4% |
| All | +3,076.9% | +608.6% | +2,468.3% | +1,598.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling